Interest Rates Products

 
 
Countdown to FOMC
Curve Trade Paper
Bundle Futures Launched
DSFs, Ultras added to Portfolio Margining
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEZ4 Dec 2014 99.765 +0.005 99.760 99.765 99.755 113242
Eurodollar GEH5 Mar 2015 99.740 +0.005 99.735 99.750 99.735 243968
Eurodollar GEM5 Jun 2015 99.640 +0.015 99.625 99.645 99.620 202032
Eurodollar GEU5 Sep 2015 99.460 +0.01 99.450 99.475 99.445 144873
Eurodollar GEZ5 Dec 2015 99.235 +0.005 99.235 99.260 99.220 214414
Eurodollar GEH6 Mar 2016 99.010 +0.005 99.010 99.045 99.000 141551
Eurodollar GEM6 Jun 2016 98.775 +0.005 98.770 98.820 98.760 143890
Eurodollar GEU6 Sep 2016 98.525 0 98.530 98.580 98.515 125348
10-Year U.S. Treasury Note ZNZ4 Dec 2014 127'010 0 127'020 127'145 127'000 1294786
5-Year Deliverable Interest Rate Swap F1UZ4 Dec 2014 102'145 a +0'005 102'180 102'195 102'135 594
10-Year Deliverable Interest Rate Swap N1UZ4 Dec 2014 104'305 +0'015 105'030 105'105 104'270 1381
2-Year Eurodollar Bundle BU2Z4 Dec 2014 99.270 +0.01 99.280 99.280 99.260 13
3-Year Eurodollar Bundle BU3Z4 Dec 2014 98.845 +0.005 98.860 98.865 98.835 8
5-Year Eurodollar Bundle BU5Z4 Dec 2014 98.195 b +0.01 - 98.225 98.185 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEZ4 Dec 2014 99.765 +0.005 99.760 99.765 99.755 113242
Eurodollar GEH5 Mar 2015 99.740 +0.005 99.735 99.750 99.735 243968
Eurodollar GEM5 Jun 2015 99.640 +0.015 99.625 99.645 99.620 202032
Eurodollar GEU5 Sep 2015 99.460 +0.01 99.450 99.475 99.445 144873
Eurodollar GEZ5 Dec 2015 99.235 +0.005 99.235 99.260 99.220 214414
Eurodollar GEH6 Mar 2016 99.010 +0.005 99.010 99.045 99.000 141551
Eurodollar GEM6 Jun 2016 98.775 +0.005 98.770 98.820 98.760 143890
Eurodollar GEU6 Sep 2016 98.525 0 98.530 98.580 98.515 125348
30-Day Federal Funds ZQF5 Jan 2015 99.915 0 99.910 99.915 99.910 1036
2-Year Eurodollar Bundle BU2Z4 Dec 2014 99.270 +0.01 99.280 99.280 99.260 13
3-Year Eurodollar Bundle BU3Z4 Dec 2014 98.845 +0.005 98.860 98.865 98.835 8
5-Year Eurodollar Bundle BU5Z4 Dec 2014 98.195 b +0.01 - 98.225 98.185 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBZ4 Dec 2014 157'10 +0'06 157'07 158'14 157'00 54821
U.S. Treasury Bond ZBZ4 Dec 2014 141'27 +0'04 141'24 142'17 141'20 341108
10-Year U.S. Treasury Note ZNZ4 Dec 2014 127'010 0 127'020 127'145 127'000 1294786
5-Year U.S. Treasury Note ZFZ4 Dec 2014 119'302 +0'002 119'297 120'050 119'290 642418
3-Year U.S. Treasury Note Z3NZ4 Dec 2014 - - - - -
2-Year U.S. Treasury Note ZTZ4 Dec 2014 109'292 +0'002 109'287 109'305 109'282 151685
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UZ4 Dec 2014 100'172 b +0'002 100'175 100'175 100'165 68
5-Year Deliverable Interest Rate Swap F1UZ4 Dec 2014 102'145 a +0'005 102'180 102'195 102'135 594
10-Year Deliverable Interest Rate Swap N1UZ4 Dec 2014 104'305 +0'015 105'030 105'105 104'270 1381
30-Year Deliverable Interest Rate Swap B1UZ4 Dec 2014 109'16 a +0'04 109'15 110'10 109'06 39
2-Year Euro Deliverable Interest Rate Swap T1EZ4 Dec 2014 100.510 a -0.005 - 100.525 100.510 -
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DSFs: New High in Monthly ADV, Growing Open Interest

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DSF Interest Rate Swap Exposure
Quickstrike Option Pricing
New Find-a-Broker Tool
CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.
 

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